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You have the following data on 12 weekly returns for a managed portfolio, and an appropriate benchmark portfolio. Additionally, the weekly risk free rate is
You have the following data on 12 weekly returns for a managed portfolio, and an appropriate benchmark portfolio. Additionally, the weekly risk free rate is 0, and the CAPM beta of the managed portfolio is 1.15. Please use the AVERAGE and STDEV.S functions in Excel for average and standard deviation. Please round to 2 decimal places and do not include the % sign. Week 1 2 3 4 Weekly Returns Portfolio Market -1.03% 0.27% 3.49% -0.64% -4.55% -0.63% 2.76% 1.52% Benchmark -1.26% 0.37% -7.80% -2.81%
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